References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 2004Applied Time Series Econometrics1,200 cited
• 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
• 1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS249 cited
• 2000Testing for the Cointegrating Rank of a VAR Process With Structural Shifts244 cited
• 2003Tests for Unit Roots and the Initial Condition214 cited
• 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions200 cited
• 1994Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present154 cited
• 2003A Sieve Bootstrap For The Test Of A Unit Root151 cited
• 2003Residual-Based Block Bootstrap for Unit Root Testing149 cited
• 2003Bootstrap Unit Root Tests139 cited
• 2000Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process122 cited
• 2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
• 2006Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models